public class MultivariateGaussianEstimator extends java.lang.Object implements MultivariateEstimator, java.lang.Cloneable
| Modifier and Type | Field and Description |
|---|---|
static double |
Log2PI
Log of twice number pi: log(2*pi).
|
| Constructor and Description |
|---|
MultivariateGaussianEstimator() |
MultivariateGaussianEstimator(double[] means,
double[][] covariance) |
| Modifier and Type | Method and Description |
|---|---|
MultivariateGaussianEstimator |
clone() |
static double[][] |
covariance(double[][] matrix,
double[] means)
Calculates the covariance matrix of a sample matrix.
|
void |
estimate(double[][] observations,
double[] weights)
Fits the value to the density estimator.
|
double[][] |
getCovariance() |
double[] |
getMean() |
double |
getProbability(double[] value)
Returns the probability density estimate at the given point.
|
double |
logDensity(double[] valuePassed)
Returns the log likelihood of density value for the Multivariate
distribution
|
static void |
main(java.lang.String[] args) |
static double[][] |
scatter(double[][] matrix,
double[] means,
double divisor,
int dimension)
Calculates the scatter matrix of a sample matrix.
|
public static final double Log2PI
public MultivariateGaussianEstimator()
public MultivariateGaussianEstimator(double[] means,
double[][] covariance)
public MultivariateGaussianEstimator clone()
clone in class java.lang.Objectpublic double getProbability(double[] value)
getProbability in interface MultivariateEstimatorvalue - the value at which to evaluatepublic double logDensity(double[] valuePassed)
logDensity in interface MultivariateEstimatorinput - vectorpublic void estimate(double[][] observations,
double[] weights)
MultivariateEstimatorestimate in interface MultivariateEstimatorobservations - the value to addweights - the weight of the valueMultivariateEstimator.estimate(double[][], double[])public double[] getMean()
public double[][] getCovariance()
public static double[][] covariance(double[][] matrix,
double[] means)
matrix - A number multi-dimensional array containing the matrix
values.means - The values' mean vector, if already known.public static double[][] scatter(double[][] matrix,
double[] means,
double divisor,
int dimension)
matrix - A number multi-dimensional array containing the matrix
values.means - The values' mean vector, if already known.divisor - A real number to divide each member of the matrix.dimension - Pass 0 to if mean vector is a row vector, 1 otherwise.
Default value is 0.public static void main(java.lang.String[] args)